+6,010.9%
AMZN vs LULU
+691.8%
+5,319.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.2% | +1.3% |
| 7D | -0.7% | -1.6% | +1.0% | -0.2% |
| 30D | -3.9% | -18.1% | +14.2% | +0.9% |
| 3M | +6.3% | -18.8% | +25.1% | +11.8% |
| 6M | +20.8% | -39.2% | +60.0% | +36.8% |
| YTD | +11.2% | -52.4% | +63.6% | +34.6% |
| 1Y | +11.7% | -40.3% | +52.0% | +26.0% |
| 3Y | +79.4% | -75.1% | +154.5% | +148.9% |
| 5Y | +48.0% | -76.7% | +124.8% | +106.2% |
| 10Y | +575.6% | +52.7% | +522.9% | +447.6% |
| All | +6,010.9% | +691.8% | +5,319.1% | +2,207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LULU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling